Anic Equity¶

Anic Portfolio¶

Today¶

Return: 0.102 %¶

This Week¶

Return: 0.102 %¶

Total portfolio value¶

Return including deposits: 66.317 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hexagon B 26 -0.410000 3438.500000 27.300000 0.800000 3411.200000
Hexatronic Group 15 4.170000 1094.700000 27.000000 2.530000 1067.700000
INVISIO 15 -0.830000 3585.000000 22.500000 0.630000 3562.500000
Orrön Energy 170 -2.180000 2061.250000 20.400000 1.000000 2040.850000
Profoto Holding 7 0.710000 599.200000 17.200000 2.960000 581.999999
Nederman Holding 1 -0.930000 214.000000 15.000000 7.540000 199.000000
Sagax B 4 -0.580000 897.200000 14.000000 1.590000 883.200000
Atrium Ljungberg B 5 0.330000 911.500000 10.000000 1.110000 901.500000
Sagax A 4 -0.450000 892.000000 8.000000 0.900000 884.000000
Latour B 4 -2.180000 861.600000 7.600000 0.890000 854.000000
OX2 12 -2.440000 912.600000 6.000000 0.660000 906.600000
Vitec Software Group B 2 -1.690000 1107.000000 6.000000 0.540000 1101.000000
ASSA ABLOY B 4 -0.910000 996.400000 5.600000 0.570000 990.800000
BHG Group 109 -5.010000 1424.630000 5.450000 0.380000 1419.180000
Gränges 10 4.620000 1041.000000 5.000000 0.480000 1036.000000
Addnode Group B 7 -1.970000 907.900000 4.900000 0.540000 903.000000
Platzer Fastigheter Holding B 12 -0.870000 954.000000 4.800000 0.510000 949.200000
JM 7 -1.090000 951.300000 3.500000 0.370000 947.800000
Sandvik 4 -1.160000 848.400000 2.800000 0.330000 845.600000
Byggmax Group 33 -1.280000 967.560000 2.640000 0.270000 964.920000
HEXPOL B 8 -0.750000 957.600000 2.400000 0.250000 955.200000
SKF B 5 -1.160000 980.000000 2.000000 0.200000 978.000000
Alimak Group 12 0.000000 1005.600000 1.200000 0.120000 1004.400000
Hoist Finance 36 0.900000 1008.000000 0.000000 0.000000 1008.000000
Biotage 1 -6.590000 147.400000 -0.100000 -0.070000 147.500000
Catena 2 0.050000 802.400000 -1.200000 -0.150000 803.600000
Hennes & Mauritz B 6 -1.330000 908.040000 -1.920000 -0.210000 909.960000
AcadeMedia 20 -1.100000 973.600000 -2.000000 -0.210000 975.600000
EQT 4 -1.940000 868.400000 -2.400000 -0.280000 870.800000
BioGaia B 8 -1.920000 900.000000 -2.400000 -0.270000 902.400000
Eastnine 6 -1.450000 652.800000 -4.200000 -0.640000 657.000000
Vitrolife 3 -1.580000 672.000000 -5.000000 -0.740000 677.000001
Investor B 3 -1.100000 647.550000 -10.450000 -1.590000 657.999999
Creaspac SPAC 40 -0.730000 3800.000000 -24.000000 -0.630000 3824.000000
VEF 788 -2.320000 1859.680000 -37.820000 -1.990000 1897.504000
Balco Group 39 -2.330000 1801.800000 -73.200000 -3.900000 1874.999997
Sedana Medical 93 -4.130000 2590.980000 -392.600000 -13.160000 2983.577733
TOTAL 45241.590000 -336.000000 -4.36187% 45577.591729

Updated:¶

'2023-06-19 11:58:56.214611'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶